+367.1%
VT vs ADM
+246.2%
+120.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -0.3% | -8.3% | +8.0% | +3.0% |
| 30D | -1.4% | -14.1% | +12.7% | +4.4% |
| 3M | -1.4% | -10.7% | +9.4% | +2.4% |
| 6M | +5.5% | -5.9% | +11.4% | +6.7% |
| YTD | +12.8% | +25.8% | -12.9% | +0.7% |
| 1Y | +15.4% | +21.3% | -5.8% | +4.1% |
| 3Y | +76.9% | +7.4% | +69.5% | +60.4% |
| 5Y | +60.4% | +27.0% | +33.4% | +30.1% |
| 10Y | +232.8% | +102.7% | +130.0% | +106.6% |
| All | +367.1% | +246.2% | +120.9% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling